+73.7%
HST vs EMB
+7.3%
+66.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +2.0% | +0.3% | +1.7% | +1.6% |
| 30D | -5.2% | -0.5% | -4.7% | -4.6% |
| 3M | -6.2% | +0.3% | -6.6% | -6.6% |
| 6M | +20.4% | +1.2% | +19.3% | +18.9% |
| YTD | +30.6% | +1.5% | +29.2% | +28.5% |
| 1Y | +37.4% | +4.8% | +32.6% | +30.0% |
| 3Y | +66.1% | +30.4% | +35.8% | +22.4% |
| 5Y | +73.7% | +7.3% | +66.5% | +55.0% |
| All | +73.7% | +7.3% | +66.4% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling